+85.8%
IEMG vs KEY
+121.8%
-36.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.8% | +0.4% |
| 7D | +2.8% | +2.7% | +0.1% | +2.2% |
| 30D | +4.6% | -3.2% | +7.9% | +5.3% |
| 3M | +5.5% | +1.0% | +4.5% | +5.2% |
| 6M | +19.7% | +11.9% | +7.8% | +16.9% |
| YTD | +25.5% | +8.7% | +16.8% | +23.1% |
| 1Y | +35.5% | +18.5% | +17.1% | +30.7% |
| All | +85.8% | +121.8% | -36.0% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling